S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:22.70% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 19.38 | |
| 0.0584 | 24.63 | |
| 0.9449 | 655.27 | |
| -0.0253 | -6.77 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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